+4.1%
TLT vs ROK
+61.6%
-57.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.3% |
| 7D | -0.3% | -11.0% | +10.7% | -0.1% |
| 30D | +3.7% | -8.2% | +11.9% | +3.8% |
| 3M | -0.7% | -8.5% | +7.8% | -0.6% |
| 6M | -4.2% | -12.0% | +7.8% | -4.1% |
| YTD | -4.0% | +3.1% | -7.0% | -4.1% |
| 1Y | -5.8% | +2.9% | -8.7% | -6.0% |
| 3Y | +4.1% | +60.7% | -56.5% | +1.2% |
| All | +4.1% | +61.6% | -57.5% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling